+125.0%
BP vs AG
+57.4%
+67.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.6% |
| 7D | +0.9% | +4.5% | -3.6% | +0.4% |
| 30D | +9.1% | +12.9% | -3.7% | +7.6% |
| 3M | +3.9% | +20.9% | -17.0% | +1.2% |
| 6M | +13.6% | -19.5% | +33.2% | +14.7% |
| YTD | +34.0% | +24.8% | +9.2% | +27.1% |
| 1Y | +39.2% | +120.2% | -81.1% | +21.4% |
| 3Y | +36.4% | +279.0% | -242.6% | +6.5% |
| 5Y | +135.8% | +67.9% | +67.9% | +98.1% |
| 10Y | +125.0% | +57.5% | +67.5% | +77.2% |
| All | +125.0% | +57.4% | +67.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling